Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2015

Fair Value Measurements

Schedule of liabilities that are measured and recognized at fair value on a recurring basis

Quoted

Quoted

Prices

Prices

in

in

Active

Active

Markets

Significant

Markets

Significant

for Identical

Other

Significant

Balance

for Identical

Other

Significant

Balance

Assets and

Observable

Unobservable

as of

Assets and

Observable

Unobservable

as of

Liabilities

Inputs

Inputs

December

Liabilities

Inputs

Inputs

December

(Level 1)

(Level 2)

(Level 3)

31, 2014

(Level 1)

(Level 2)

(Level 3)

31, 2015

Derivative liabilities related to Warrants

$

—

$

—

$

172

$

172

$

—

$

—

$

322

$

322

Summary of changes in the fair value of Level 3 liabilities

(Gain) or

(Gain) or

loss

loss

recognized

recognized

in

in

Balance

earnings

Balance

earnings

Balance

as of

from

as of

from

Expiration

as of

December

Change in

December

Change in

of

December

31, 2013

Fair Value

31, 2014

Fair Value

warrants

31, 2015

Derivative liabilities related to Warrants

$

1,534

$

(1,362

)

$

172

$

394

$

(244

)

$

322